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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Koopman, Siem Jan"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
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Schätzung
Welt
Zeitreihenanalyse
Theorie
41
Theory
41
Time series analysis
24
State space model
14
Zustandsraummodell
14
Estimation
12
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12
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8
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Article in journal
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Koopman, Siem Jan
Phillips, Peter C. B.
65
Franses, Philip Hans
58
Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
37
Gupta, Rangan
34
Koop, Gary
30
Kumbhakar, Subal
29
Perron, Pierre
29
Serletis, Apostolos
29
Taylor, Robert
29
Leybourne, Stephen James
28
Ghysels, Eric
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Moosa, Imad A.
25
Harvey, Andrew C.
24
Pesaran, M. Hashem
24
Granger, C. W. J.
23
Hendry, David F.
23
Herwartz, Helmut
23
Hong, Yongmiao
23
Mills, Terence C.
23
Bahmani-Oskooee, Mohsen
22
Engle, Robert F.
22
Hecq, Alain W. J.
22
Chang, Tsangyao
21
Taylor, Mark P.
21
Bollerslev, Tim
20
Marcellino, Massimiliano
20
Newbold, Paul
20
Peel, David
20
Hassler, Uwe
19
MacDonald, Ronald
19
Swanson, Norman R.
19
Teräsvirta, Timo
19
Härdle, Wolfgang
18
Jawadi, Fredj
18
Petropoulos, Fotios
18
Chan, Joshua
17
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International journal of forecasting
6
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
2
Advances in econometrics
1
Applied economics
1
Econometric reviews
1
Economics letters
1
Energy economics
1
Journal of econometrics
1
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1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
27
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1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
2
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
3
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
4
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
5
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
6
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
7
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
8
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
9
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
10
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
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